Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267554.9536 | 201448.8942 | 66106.0593 | 555541.7319 | 423873.4394 | 131668.2924 |
Total P&L (%) | 267.555 | 201.4489 | 66.1061 | 555.5417 | 423.8734 | 131.6683 |
Avg Daily Profit (%) | 0.5137 | 0.3868 | 0.1269 | 0.3617 | 0.3185 | 0.1614 |
Buy And Hold Return (%) | 65.7798 | 65.7798 | 65.7798 | 65.7798 | 65.7798 | 65.7798 |
Max Trade Drawdown | -78806 | -57018 | -51358 | -143409 | -116931 | -136112 |
Profit Factor | 1.4386 | 1.6881 | 1.2084 | 1.4042 | 1.6539 | 1.1813 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 129 | 66 | 63 | 129 | 66 | 63 |
Losing Trades | 202 | 99 | 103 | 202 | 99 | 103 |
Profitability (%) | 38.9728 | 40 | 37.9518 | 38.9728 | 40 | 37.9518 |
Ratio Avg Win / Avg Loss | 2.2527 | 2.5322 | 1.9756 | 2.1988 | 2.4809 | 1.9313 |
Largest Winning Trade | 71828 | 71828 | 22553 | 114997 | 114997 | 78332 |
Largest Losing Trade | -13256 | -12701 | -13256 | -90611 | -27167 | -90611 |
Avg Bars in Trades | 74 | 78 | 71 | 74 | 78 | 71 |
Avg Bars in Winners | 115 | 112 | 118 | 115 | 112 | 118 |
Avg Bars in Losers | 48 | 55 | 42 | 48 | 55 | 42 |
Bars Traded | 24747 | 12900 | 11848 | 24747 | 12900 | 11848 |
Profit Streak | 9.3942 | 15.0609 | 9.3942 | 9.3942 | 15.0609 | 9.3942 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311182 | 241210 | -191003 | 349661 | 314469 | -23445 |
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{ "first_band": { "type": "tema", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 44, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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